+458.5%
RTX vs HCA
+2,058.6%
-1,600.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.8% | +0.8% | +4.0% | +4.5% |
| 30D | +6.5% | +6.1% | +0.4% | +4.2% |
| 3M | -9.6% | +21.4% | -31.1% | -15.5% |
| 6M | +12.3% | +17.2% | -4.8% | +5.8% |
| YTD | +9.5% | +7.5% | +2.0% | +5.5% |
| 1Y | +15.8% | +6.2% | +9.7% | +12.0% |
| 3Y | +157.0% | +122.0% | +35.0% | +91.1% |
| 5Y | +148.8% | +112.2% | +36.6% | +81.4% |
| 10Y | +264.0% | +675.7% | -411.7% | +77.9% |
| All | +458.5% | +2,058.6% | -1,600.1% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling